Granular Option Info & Stock Returns
The research indicates that granular option variables can predict individual stock returns, with machine learning techniques improving this prediction.
Featured in No. 83 on 23 Jan 2025 · 3 days after release
- Released
- 20 Jan 2025
- First featured
- No. 83 · 23 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 5103969
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